+1,833.6%
GS vs AXP
+1,135.6%
+698.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.1% |
| 7D | +0.3% | +4.6% | -4.3% | -2.6% |
| 30D | +3.9% | +9.7% | -5.9% | -2.4% |
| 3M | -11.4% | -3.8% | -7.7% | -9.3% |
| 6M | +3.7% | +4.8% | -1.1% | +0.1% |
| YTD | +7.1% | -9.1% | +16.2% | +13.1% |
| 1Y | +19.7% | -6.7% | +26.4% | +24.1% |
| 3Y | +202.8% | +125.2% | +77.6% | +74.1% |
| 5Y | +156.7% | +105.0% | +51.7% | +50.7% |
| 10Y | +548.7% | +481.5% | +67.3% | +80.5% |
| All | +1,833.6% | +1,135.6% | +698.0% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling